Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
13/06/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 221,309 CHF | 75,770 CHF | 98.99% | 98.99% |
12/06/2024 | 2.70% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 219,762 CHF | 75,254 CHF | 99.27% | 99.27% |
11/06/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 212,860 CHF | 72,953 CHF | 99.23% | 99.23% |
10/06/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 210,943 CHF | 72,314 CHF | 99.17% | 99.17% |
07/06/2024 | 2.92% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 202,852 CHF | 69,617 CHF | 99.26% | 99.26% |
05/06/2024 | 3.40% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 173,511 CHF | 59,837 CHF | 99.23% | 99.23% |
04/06/2024 | 3.38% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 174,442 CHF | 60,147 CHF | 99.27% | 99.27% |
03/06/2024 | 3.35% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 176,166 CHF | 60,722 CHF | 99.27% | 99.27% |
31/05/2024 | 3.58% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 164,466 CHF | 56,822 CHF | 98.89% | 98.89% |
30/05/2024 | 3.68% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 159,911 CHF | 55,304 CHF | 99.27% | 99.27% |